+252.8%
SPOT vs DD
+35.1%
+217.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | +7.4% | -11.7% | +19.0% | +11.4% |
| 3M | +8.2% | -9.2% | +17.4% | +11.1% |
| 6M | +2.2% | -7.2% | +9.4% | +3.5% |
| YTD | -9.5% | +6.6% | -16.1% | -12.4% |
| 1Y | -23.8% | +32.0% | -55.8% | -31.6% |
| 3Y | +233.5% | +42.1% | +191.3% | +184.4% |
| 5Y | +112.2% | +58.1% | +54.1% | +72.4% |
| All | +252.8% | +35.1% | +217.8% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling